^FCHI vs. ^AEX
Compare and contrast key facts about CAC 40 (^FCHI) and AEX Index (^AEX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^FCHI or ^AEX.
Correlation
The correlation between ^FCHI and ^AEX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^FCHI vs. ^AEX - Performance Comparison
Key characteristics
^FCHI:
0.19
^AEX:
0.85
^FCHI:
0.34
^AEX:
1.24
^FCHI:
1.04
^AEX:
1.16
^FCHI:
0.18
^AEX:
1.10
^FCHI:
0.32
^AEX:
2.40
^FCHI:
7.65%
^AEX:
4.18%
^FCHI:
13.12%
^AEX:
11.80%
^FCHI:
-65.29%
^AEX:
-71.60%
^FCHI:
-1.42%
^AEX:
-1.05%
Returns By Period
In the year-to-date period, ^FCHI achieves a 10.05% return, which is significantly higher than ^AEX's 6.82% return. Over the past 10 years, ^FCHI has underperformed ^AEX with an annualized return of 5.18%, while ^AEX has yielded a comparatively higher 6.94% annualized return.
^FCHI
10.05%
4.52%
7.95%
3.97%
6.04%
5.18%
^AEX
6.82%
2.62%
3.33%
10.84%
8.61%
6.94%
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Risk-Adjusted Performance
^FCHI vs. ^AEX — Risk-Adjusted Performance Rank
^FCHI
^AEX
^FCHI vs. ^AEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CAC 40 (^FCHI) and AEX Index (^AEX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Drawdowns
^FCHI vs. ^AEX - Drawdown Comparison
The maximum ^FCHI drawdown since its inception was -65.29%, smaller than the maximum ^AEX drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for ^FCHI and ^AEX. For additional features, visit the drawdowns tool.
Volatility
^FCHI vs. ^AEX - Volatility Comparison
CAC 40 (^FCHI) has a higher volatility of 4.19% compared to AEX Index (^AEX) at 3.06%. This indicates that ^FCHI's price experiences larger fluctuations and is considered to be riskier than ^AEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.